Skip to main content
No. of Recommendations: 15
Over on the Foolish Workshop Board, fellow fool 2dp asked:
I have been using MI for over five years and have stuck with it through thick and thin. I don't remember anyone mentioning a way to backtest trading using a simple moving average. This seems to be a way to take one stock or index and trade only when it goes through the MA line, best used in an IRA account. What are your thoughts?

From time to time we have discussed moving averages, and in reply to 2dp, I've put together those backpost links I have. Note, this BACKPOST will probably be rolled over into a larger "Market Timing and TA" post.


BACKPOSTS: Moving Averages
08-25-00 "More MT Ideas" by arezi
In reply: by sparfarkle

01-10-01 "Moving Average Index-Timing Backtest Anecdote" by DrinkMoxie

04-01-01 "MI and Moving Average signals from Nasdaq" by eboller
EMA vs MA: by rubycon1

04-10-01 "MI Improved by Technical Analysis-Proof" by UNDFool

04-10-01 "A Fresh Start" by SteveAl

04-11-01 "MI Improved by Technical Analysis - A Caution" by johnbachel

04-11-01 "Proposal for an MI-TA backtest" by IgotRich
In reply: by SteveAl

04-14-01 "Re: Link for those interested in Timing" by arezi

04-15-01 "Simple Screen using Moving Average" by dan2

08-29-01 "Re: Market Timing" by CoolcatReport

11-23-01 "50 Year Market Timing Backtest" by FoolishlyFree
In reply: by JeanDavid
And: by BarryDTO
And: by FoolishlyFree
And: by BarryDTO

07-20-02 "Backtest: Timing the market using RS26 screen" by eboller
In reply: by Llackey
And: by elan

07-20-02 "Update: Results from Timing with RS26week" by eboller
In reply: by klouche
Using Excel to generate sell signals: by Fireballs

07-29-02 "Mechanical TA Backtest" by SteveAl
In reply: by LorenCobb

08-10-02 "71 Year TA Backtest" by chrisjames
Looks at a 71 year study using a 16wk EMA of the S&P500.
In reply: by Ern2Win
Backtest: by SteveAl
On using MA: by JanSz

08-15-02 "Moving Average Backtest (Part 1)" by chrisjames
Discusses a backtest of EMA. See all four parts.

08-15-02 "Moving Average Backtest (Part 2)" by chrisjames

08-15-02 "Moving Average Backtest (Part 3)" by chrisjames
In reply: by gritton

08-11-02 "MITA preliminary result" by warrl
In reply: by arezi

08-31-02 "Moving Average Backtest (Part 4)" by chrisjames
Revised data:

08-31-02 "More MA Trading" by arezi
Note error: Change any reference to "daily" to "weekly" in post.
Corrected text:
Backtest: by MainiacJoe

10-14-02 "OT: TA & Market Timing" by SteveAl

01-17-03 "Re: Momentum v. Overreaction; Take IV" by MainiacJoe
In reply: by denpr
And: by ges

01-26-03 "Trends and Valuation" by zeeko

03-22-03 "Crossing 200 Day Moving Average" by chrisjames

04-04-03 "Timing the Market Works" by dan2
In reply: by MainiacJoe
And: by hunnj

04-14-03 "Close But No Cigar" by MainiacJoe
Discusses Moving Average Convergence/Divergence (MACD).

05-26-03 "Here's an interesting mechanical investing idea" by AdvocatusDiaboli
Discusses 200 day MA.
Re a backtest: by SteveAl

06-08-03 "Real Portfolio Results, 5 day Lows" by TrickyMick
Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.